+3,365.1%
SIMO vs PNR
+206.6%
+3,158.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.5% |
| 7D | +4.2% | -2.4% | +6.6% | +5.5% |
| 30D | +4.1% | -12.8% | +16.9% | +11.8% |
| 3M | -12.9% | -17.0% | +4.1% | -5.6% |
| 6M | +110.3% | -37.4% | +147.8% | +161.9% |
| YTD | +178.6% | -41.6% | +220.2% | +256.4% |
| 1Y | +220.0% | -44.6% | +264.6% | +321.9% |
| 3Y | +409.0% | -12.1% | +421.2% | +412.3% |
| 5Y | +277.3% | -17.4% | +294.7% | +278.0% |
| 10Y | +506.6% | +64.0% | +442.6% | +269.0% |
| All | +3,365.1% | +206.6% | +3,158.4% | +889.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling